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Historical data

IQFeedTrader can provide historical data for the previous trading session. These data are available in the form of the TimeFrameCandle with time frames of less than one day and multiple of one second, as well as daily, weekly (7 days) and monthly (31 days). Specific limitations can be found here. Depending on the type historical data may be get for the following periods:

  1. Ticks – up to 180 days.
  2. Minute data – 8-10 years.
  3. Day data – 10+ years.
  4. Week data – 15+ years.
  5. Month data – 15+ years.

For historical trades getting it is necessary to use the IQFeedTraderGetHistoricalLevel1(SecurityId, DateTimeOffset, DateTimeOffset, Boolean) method.

For historical candles getting the IQFeedTraderGetHistoricalCandles(Security, Type, Object, Int64, Boolean) method should be used.